Càdlàg rough differential equations with reflecting barriers
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Publication:2239254
DOI10.1016/j.spa.2021.08.004zbMath1494.60062arXiv2008.00794OpenAlexW3196083629WikidataQ115341116 ScholiaQ115341116MaRDI QIDQ2239254
Andrew L. Allan, David J. Prömel, Chong Liu
Publication date: 3 November 2021
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.00794
Skorokhod problem\(p\)-variationreflecting barrierYoung integrationrough pathrough differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Rough paths (60L20)
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